TS Recursive Moving Trendline System

Trading System "Recursive Moving Trendline System"

Formula per Tradestation™:

INIZIO FORMULA

Type : Signal, Name : Recursive Moving Trendline System
inputs: ndays(25);

vars: alpha(0),
bo(0),
bo1(c),
xest(0),
xest1(c),
ema(0),
ema1(c),
tosc(0);

alpha = 2 / (ndays + 1);

bo = (1 - alpha) * bo1 + close;
ema = ema1 + alpha * (close - ema1);
xest = (1 - alpha) * xest1 + alpha * (close + bo - bo1);

bo1 = bo;
xest1 = xest;
ema1 = ema;

tosc = xest - ema;

if barnumber > 50 then begin
if tosc > 0 then buy close;
if tosc < 0 then sell close;
end;

FINE FORMULA

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